It came from the French. The word "Mayday"--used by pilots and sailors in trouble--is an Anglicization of the phrase m'aidez, or help me. In 1927, the International Radio Convention recognized the word as the global call for help because it was so distinct and easily recognized. Interestingly, Mayday isn't the only distress signal with French roots. Sailors and pilots also use "pan-pan," from the word panne (breakdown), to indicate an imminent threat. So if you ever hear it, get your parachute or life preserver ready.
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